Sliced average variance estimation for multivariate time series

Statistics - A Journal of Theoretical and Applied Statistics, Volume 53, 2019 - Issue 3

Author(s):

Markus Matilainen

University of Turku

Christophe Croux

EDHEC Business School

K. Nordhausen

Vienna University of Technology

H. Oja

University of Turku

Statistics - A Journal of Theoretical and Applied Statistics, Volume 53, 2019 - Issue 3

Type: Academic publication
Date: le 02/03/2020
Source : Statistics - A Journal of Theoretical and Applied Statistics

See Also

BERND SCHERER: BEST SYSTEMATIC INVESTING RESEARCH PAPER OF THE YEAR
News
- 25-03-2020
Bernd Scherer, Research Associate at EDHEC-Risk, Winner of the 2020 Best Systematic...
Three important lessons I learned about business in Covid-19 times
News
- 24-03-2020
While sitting here today, in France in partial confinement, my mind is still lingering...
The 5 Cs of Remote Collaboration: Tips and Tricks for Online Communication
News
- 19-03-2020
As working from home becomes the ‘new normal’ for many teams over the new weeks or...
Impact on society, useful research and new learning models:  EDHEC marks its engagement in favour of future generations
News
- 17-03-2020
Underpinned by an ambitious investment plan amounting to some €230 million, the 2020-...